ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
Estimates ( 1 ) | 0.2955 | 0.0808 | 0.1574 | -0.2308 | -0.6267 | -0.221 |
(p-val) | (0.5523 ) | (0.6366 ) | (0.4021 ) | (0.6444 ) | (0.0119 ) | (0.2996 ) |
Estimates ( 2 ) | 0.0785 | 0.1069 | 0.1718 | 0 | -0.6175 | -0.2084 |
(p-val) | (0.6035 ) | (0.4973 ) | (0.304 ) | (NA ) | (0.0133 ) | (0.3277 ) |
Estimates ( 3 ) | 0 | 0.1159 | 0.1776 | 0 | -0.61 | -0.2162 |
(p-val) | (NA ) | (0.46 ) | (0.2849 ) | (NA ) | (0.0136 ) | (0.305 ) |
Estimates ( 4 ) | 0 | 0 | 0.202 | 0 | -0.6629 | -0.2424 |
(p-val) | (NA ) | (NA ) | (0.2186 ) | (NA ) | (0.0048 ) | (0.2343 ) |
Estimates ( 5 ) | 0 | 0 | 0.2032 | 0 | -0.5087 | 0 |
(p-val) | (NA ) | (NA ) | (0.2068 ) | (NA ) | (0.0042 ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.417 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0196 ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.0342967339570163 |
40.2950737868356 |
3.71167095945658 |
2.11876477863883 |
-77.4958858059681 |
8.71870421662608 |
-44.7133220557796 |
-17.2913532176177 |
-16.2095505038195 |
0.920417992760094 |
6.64679633749174 |
-0.516392665948293 |
-8.04953188374467 |
-23.3941239801084 |
23.5498306364685 |
-14.0933934832298 |
-26.0543047291097 |
5.92882224339111 |
-24.017958128834 |
-11.8785142181155 |
-9.98719565325315 |
-4.51209855066018 |
-22.1918128646795 |
-13.4458033417056 |
-1.25989981678607 |
9.90406038244438 |
-9.3938440584705 |
-3.25491664116753 |
13.3281830917667 |
28.6734719008304 |
20.5199682374994 |
4.78616738409335 |
15.9379433786978 |
-6.32564259632288 |
-14.0671700137307 |
-14.909409608644 |
1.75323746217179 |
-3.27707452769766 |
-41.9625037552379 |
13.2741737759528 |
30.3847437917582 |
-10.1276539891439 |
-10.5434874708092 |
-8.60709721974626 |
-11.4387898398738 |